Re: cltest and xtcltest: testing for the presence of clustering

[John Antonakis <john.antonakis@unil.ch>]

Thanks Martin; however, this is actually clttest, which is for clustered 
t-tests.

Apparently, there is a user-written command in development that tests 
for the presence of clustering (for SEs). See:

http://repec.org/usug2007/crse.pdf

(see page 23)

Best,
J.

____________________________________________________

Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
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____________________________________________________



On 13.06.2009 23:20, Martin Weiss wrote:
> <>
>
> At least -findit cltest- throws up a hit...
>
> HTH
> Martin _______________________
> ----- Original Message ----- From: "John Antonakis" 
> <john.antonakis@unil.ch>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Saturday, June 13, 2009 10:56 PM
> Subject: cltest and xtcltest: testing for the presence of clustering
>
>
> > Hi:
> >
> > Does anyone know of the status of cltest and xtcltest?
> >
> > A presentation by Austin Nichols and Mark Schaffer "Clustered Errors 
> > in Stata" mentioned that these would be available from SSC soon.
> >
> > Thanks,
> > John.
> >
> > --
> > ____________________________________________________
> >
> > Prof. John Antonakis
> > Associate Dean Faculty of Business and Economics
> > University of Lausanne
> > Internef #618
> > CH-1015 Lausanne-Dorigny
> > Switzerland
> >
> > Tel ++41 (0)21 692-3438
> > Fax ++41 (0)21 692-3305
> >
> > Faculty page:
> > http://www.hec.unil.ch/people/jantonakis&cl=en
> >
> > Personal page:
> > http://www.hec.unil.ch/jantonakis
> > ____________________________________________________
> >
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